Question: PLEASE INCLUDE CELL FORMULAS Consider the performance of a stock fund, a bond fund, and Treasury bills. Measurement Stock Fund Bond Fund Treasury Bills 1.50%

PLEASE INCLUDE CELL FORMULAS Consider the performance of a stock fund,

PLEASE INCLUDE CELL FORMULAS

Consider the performance of a stock fund, a bond fund, and Treasury bills. Measurement Stock Fund Bond Fund Treasury Bills 1.50% Mean 13.00% 3.00% Standard Deviation 20.00% 6.50% 0.00% Correlation Matrix Stock Fund Bond Fund 1.00 Treasury Bills Stock Fund Bond Fund Treasury Bills -0.05 1.00 0.00 0.00 1.00 Required: Using the information above, calculate optimal rsiky portfolio weights (i.e., find th (Use cells A5 to D12 from the given information to complete this question.) Excess Returns Optimal Weight Optimal Risky Portfolio Stock Fund Bond Fund

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